BSE - Risk Management, Financial Engineering and Value Maximisation Programe
BSE Training Institute Mumbai

Type: Certification

Category: Commerce, Banking & Finance

Sub Category: Capital Markets

About BSE - Risk Management, Financial Engineering and Value Maximisation Programe Course

Here are the details of BSE - Risk Management, Financial Engineering and Value Maximisation Programe Course including duration, Eligibility, Admission Criteria, Fees and Syllabus.


          Day 1

          Sessions 1 and 2

A general revision of Fixed Income Maths-Interest Rates, Day Count Conventions, Migration from one interest rate to another, YTM, Duration, Convexity, Zero Curve and its derivation, Par Yield, Swap Curve.

Exercise 1 : Determining Duration and Convexity for a defined portfolio

Sessions 3 and 4

Risk Management Issues

Defining risk and in particular financial risk
Quantifying risk
Risks in a portfolio
Steps in risk management
Principles of managing risk
Determining risk appetite

Exercise 2 : Risk appetite for a company with a defined future financials

Day 2

Session 1

Risk transference using derivatives products

Approach to derivative pricing and consequently the market structure of constructing them from available market products.

Broad approaches to the use of the various products and how to choose between competing products.

Session 2

Pricing a forward and future under various circumstances

Understanding FRA and its pricing approach. Using alternatives where available.

Exercise 3 : Developing a pricing model for forward and FRA

Session 3

Understanding options and how they differ from other products.

Using model in Excel to price an option. Understanding the concept of Implied volatility.Session 4

Understanding Swaps and their structures.

Exercise 4 : Pricing a currency swap and Interest Rate Swap.

Day 3

Sessions 1 and 2

Engineering new risk management products:

a.Combining building blocks to produce new instruments
b.Combination using Forwards and Swaps, Options and Forwards, Options and Swaps, Options with other Options

Exercise 5 : Developing a suitable product for a company with a defined risk exposure

Session 3

Option Greeks and their specific uses. Delta, Gama, Theta, Vega and Rho

Second Generation Options and their uses

Exercise 6: Using Deltas in practice

Session 4For time over-runs, revisions, discussions, questions and answers.


Finance professionals


3 days

9.30 am to 5.00 pm


Rs. 15,000.00 + 10.30% (Service Tax + Education Cess) per participant inclusive of tution fee,study material and meals.

Special Features About BSE - Risk Management, Financial Engineering and Value Maximisation Programe

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About the College

BSE has carved out a unique position among stock exchanges in the world in respect of knowledge development and management. It set up an exclusive training facility way back in 1989 which has now emerged as the leading facility in financial and securities market training in India.

BTI currently offers 36 courses, conducted over 180 programmes attended by over 8,200 participants a year. Participants are not only from all over the country but also from South Asia, Central Asia, Eastern Europe, Middle East and Africa. BTI also conducts various customised programmes for leading corporate and financial institutions.

Other Courses offered by BSE Training Institute

Other Institutes offering same Course

Address :

P.J.Towers,18th & 19th Floor, Dalal Street, Mumbai - 400001, Tel:.022 2272 8303/ 8246/ 8247/ 8161/ 8464 Fax: 022 22723250


Related  Questions

Ask Now

Q : i completed my graduation in and want to do mba but with a drop of one i dont want to waste my one year, i want to do some course from a reputed institute which have a good,please suggest me.

Ans : There are many reputed institutes for doing mba but their admission criterias are different. Have you applied for any entrance test for mba. What is your percentage score in bcom?

Q : can u please help me out to choose any career option after 12th..i have commerce with maths

Ans : bca, IT, Computer science, b.arch

Q : Can you suggest me any good college for wealth management in Mumbai?

Ans : ITM in vashi


Ans : MBA, MMS, MMM,

Q : i m doing my bcom. and wanna do some different coure .can you please guide me .

Ans : You can go for Actural sciences course, it is related to insurance sector. Then there are courses on financial planning and wealth management. But for more details i would like to know ur interests first. I mean do u want commerce and finance related only or very different from finance.


Comments / Reviews / Queries BSE - Risk Management, Financial Engineering and Value Maximisation Programe

  • hello sir /madam, I m dhairya sheth ,intrested in doing this course ,respected sir can i know weather student get"s discount on this course , does this course gives certificate , and gives good placement ,right now i m in sy bcom what will be total fees including studing material, lunch ,exam fees with discount or with discount Posted By : dhairya, on 20-06-2010 00:49:01
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